WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 419,980: 121,168 130,898 91,084 168,393 153,200 380,645 375,182: 39,335 44,798 Old : 398,426: 118,755 132,738 82,996 159,940 142,390 361,691 358,124: 36,735 40,302 Other: 21,554: 8,944 4,691 1,557 8,453 10,810 18,954 17,058: 2,600 4,496 : : : : : Changes in Commitments from: July 28, 2015 : : 25,047: 1,111 15,194 7,755 11,718 -3,712 20,584 19,237: 4,463 5,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 31.2 21.7 40.1 36.5 90.6 89.3: 9.4 10.7 Old : 100.0: 29.8 33.3 20.8 40.1 35.7 90.8 89.9: 9.2 10.1 Other: 100.0: 41.5 21.8 7.2 39.2 50.2 87.9 79.1: 12.1 20.9 : : : :# Traders : Number of Traders in Each Category : All : 397: 130 112 134 90 107 298 295: Old : 396: 130 114 129 89 104 293 290: Other: 124: 33 25 10 30 45 71 74: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.9 10.4 20.1 19.7 11.8 8.8 19.8 15.4 Old : 11.9 10.7 20.2 20.3 11.8 9.6 19.9 16.6 Other: 26.8 27.0 42.9 43.3 26.8 27.0 42.9 41.8 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 202,218: 61,854 67,133 26,167 93,372 82,399 181,393 175,699: 20,825 26,519 Old : 187,064: 62,608 66,287 22,785 81,479 74,426 166,872 163,498: 20,192 23,566 Other: 15,154: 2,134 3,734 494 11,893 7,973 14,521 12,201: 633 2,953 : : : : : Changes in Commitments from: July 28, 2015 : : 7,143: 3,979 9,444 1,216 2,519 -3,369 7,714 7,291: -571 -148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 33.2 12.9 46.2 40.7 89.7 86.9: 10.3 13.1 Old : 100.0: 33.5 35.4 12.2 43.6 39.8 89.2 87.4: 10.8 12.6 Other: 100.0: 14.1 24.6 3.3 78.5 52.6 95.8 80.5: 4.2 19.5 : : : :# Traders : Number of Traders in Each Category : All : 215: 50 58 57 64 69 146 165: Old : 214: 56 55 55 64 67 145 161: Other: 79: 5 22 5 18 37 28 59: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.8 22.8 30.9 31.5 15.9 13.8 24.8 22.3 Old : 18.5 24.6 29.2 34.1 17.2 18.9 26.2 28.1 Other: 76.6 32.8 86.3 47.1 76.6 32.8 86.2 45.1 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 1,368,036: 435,338 193,706 217,061 602,080 739,461 1,254,479 1,150,228: 113,557 217,808 Old : 421,855: 231,467 130,145 11,675 145,715 240,340 388,857 382,160: 32,998 39,695 Other: 946,181: 324,148 183,838 85,109 456,365 499,121 865,622 768,068: 80,559 178,113 : : : : : Changes in Commitments from: July 28, 2015 : : 17,245: -8,983 55,066 7,349 22,365 -36,318 20,731 26,097: -3,486 -8,852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 14.2 15.9 44.0 54.1 91.7 84.1: 8.3 15.9 Old : 100.0: 54.9 30.9 2.8 34.5 57.0 92.2 90.6: 7.8 9.4 Other: 100.0: 34.3 19.4 9.0 48.2 52.8 91.5 81.2: 8.5 18.8 : : : :# Traders : Number of Traders in Each Category : All : 728: 177 152 164 245 305 520 554: Old : 559: 112 111 20 155 219 272 345: Other: 695: 187 138 106 196 289 435 487: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 9.9 12.9 18.4 19.3 8.9 8.4 15.4 14.2 Old : 15.4 27.2 25.8 37.5 15.3 27.0 25.6 37.0 Other: 13.7 8.7 21.2 15.3 11.3 6.3 18.3 11.4 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 8,028: 1,122 2,596 51 5,095 3,490 6,268 6,137: 1,760 1,891 Old : 8,028: 1,122 2,596 51 5,095 3,490 6,268 6,137: 1,760 1,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : -475: 65 246 -90 -425 -498 -450 -342: -25 -133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 32.3 0.6 63.5 43.5 78.1 76.4: 21.9 23.6 Old : 100.0: 14.0 32.3 0.6 63.5 43.5 78.1 76.4: 21.9 23.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 9 11 4 17 10 27 24: Old : 39: 9 11 4 17 10 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 53.7 56.2 63.8 40.4 49.6 53.5 58.7 Old : 40.8 53.7 56.2 63.8 40.4 49.6 53.5 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 642,573: 176,166 88,363 107,272 314,239 367,929 597,677 563,564: 44,896 79,009 Old : 627,038: 174,244 87,055 104,735 305,600 359,340 584,579 551,130: 42,459 75,908 Other: 15,535: 4,089 3,475 370 8,639 8,589 13,098 12,434: 2,437 3,101 : : : : : Changes in Commitments from: July 28, 2015 : : 8,490: 277 4,445 615 8,227 5,233 9,119 10,293: -629 -1,803 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 13.8 16.7 48.9 57.3 93.0 87.7: 7.0 12.3 Old : 100.0: 27.8 13.9 16.7 48.7 57.3 93.2 87.9: 6.8 12.1 Other: 100.0: 26.3 22.4 2.4 55.6 55.3 84.3 80.0: 15.7 20.0 : : : :# Traders : Number of Traders in Each Category : All : 547: 156 139 159 142 200 383 437: Old : 545: 152 142 152 138 199 374 432: Other: 173: 28 33 8 29 87 62 127: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 16.4 23.1 27.4 10.8 15.2 17.5 22.2 Old : 15.0 16.6 23.4 27.3 10.9 14.9 17.7 21.9 Other: 31.8 49.8 47.1 57.6 31.7 49.7 46.2 57.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 60,000 POUNDS) : : : : All : 378,627: 113,792 91,927 61,327 174,638 192,337 349,757 345,591: 28,870 33,036 Old : 62,610: 17,655 14,242 982 38,045 40,473 56,682 55,697: 5,928 6,913 Other: 316,017: 106,938 88,486 49,544 136,593 151,864 293,075 289,894: 22,942 26,123 : : : : : Changes in Commitments from: July 28, 2015 : : 2,534: 2,500 10,854 -427 2,935 -8,698 5,008 1,729: -2,474 805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 24.3 16.2 46.1 50.8 92.4 91.3: 7.6 8.7 Old : 100.0: 28.2 22.7 1.6 60.8 64.6 90.5 89.0: 9.5 11.0 Other: 100.0: 33.8 28.0 15.7 43.2 48.1 92.7 91.7: 7.3 8.3 : : : :# Traders : Number of Traders in Each Category : All : 296: 96 75 98 84 64 237 200: Old : 162: 52 29 8 47 39 103 72: Other: 282: 87 82 84 75 53 214 181: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 9.3 26.8 17.0 34.2 8.7 24.0 16.2 31.1 Old : 30.4 36.0 44.4 49.2 30.3 36.0 44.3 49.2 Other: 10.8 26.0 19.3 33.7 10.7 24.6 19.2 31.4 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 526,168: 64,738 50,516 8,881 322,521 314,286 396,140 373,683: 130,028 152,485 Old : 526,168: 64,738 50,516 8,881 322,521 314,286 396,140 373,683: 130,028 152,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 18,242: 4,501 -8,563 1,189 8,640 21,063 14,330 13,689: 3,912 4,553 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 9.6 1.7 61.3 59.7 75.3 71.0: 24.7 29.0 Old : 100.0: 12.3 9.6 1.7 61.3 59.7 75.3 71.0: 24.7 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 29 24 21 63 73 104 106: Old : 143: 29 24 21 63 73 104 106: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.3 18.4 37.6 28.2 25.2 16.8 32.7 26.0 Old : 28.3 18.4 37.6 28.2 25.2 16.8 32.7 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 605,175: 47,685 97,454 7,386 432,612 399,323 487,683 504,163: 117,492 101,012 Old : 605,175: 47,685 97,454 7,386 432,612 399,323 487,683 504,163: 117,492 101,012 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : -7,139: -6,904 -3,684 -395 -10,873 -13,048 -18,172 -17,127: 11,033 9,988 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 16.1 1.2 71.5 66.0 80.6 83.3: 19.4 16.7 Old : 100.0: 7.9 16.1 1.2 71.5 66.0 80.6 83.3: 19.4 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 93: 10 14 10 50 51 65 70: Old : 93: 10 14 10 50 51 65 70: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.5 38.5 41.3 48.3 23.9 38.3 35.6 47.3 Old : 25.5 38.5 41.3 48.3 23.9 38.3 35.6 47.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 5,626: 1,831 102 992 2,385 4,228 5,208 5,322: 418 304 Old : 5,626: 1,831 102 992 2,385 4,228 5,208 5,322: 418 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : -96: -379 -72 156 91 -135 -132 -51: 36 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 1.8 17.6 42.4 75.2 92.6 94.6: 7.4 5.4 Old : 100.0: 32.5 1.8 17.6 42.4 75.2 92.6 94.6: 7.4 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 15 3 6 12 16 29 25: Old : 37: 15 3 6 12 16 29 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 52.2 63.9 72.0 31.5 41.6 42.4 52.4 Old : 42.8 52.2 63.9 72.0 31.5 41.6 42.4 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TONS) : : : : All : 381,055: 144,847 44,825 38,762 148,364 266,100 331,973 349,687: 49,082 31,368 Old : 67,158: 31,909 3,756 601 24,666 53,539 57,176 57,896: 9,982 9,262 Other: 313,897: 126,255 54,386 24,844 123,698 212,561 274,797 291,791: 39,100 22,106 : : : : : Changes in Commitments from: July 28, 2015 : : -13,164: -2,123 -2,047 -5,769 -7,805 -5,649 -15,697 -13,465: 2,533 301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 11.8 10.2 38.9 69.8 87.1 91.8: 12.9 8.2 Old : 100.0: 47.5 5.6 0.9 36.7 79.7 85.1 86.2: 14.9 13.8 Other: 100.0: 40.2 17.3 7.9 39.4 67.7 87.5 93.0: 12.5 7.0 : : : :# Traders : Number of Traders in Each Category : All : 281: 107 57 79 81 81 231 184: Old : 167: 56 22 7 48 53 108 78: Other: 269: 100 64 67 77 68 214 166: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.4 38.4 17.7 46.5 9.8 31.6 15.4 39.3 Old : 24.5 44.0 37.9 56.4 24.5 39.8 37.7 52.3 Other: 12.1 38.9 19.0 46.5 10.5 31.7 16.5 38.8 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 9,418: 1,389 4,153 1,229 4,585 2,627 7,203 8,009: 2,215 1,409 Old : 9,418: 1,389 4,153 1,229 4,585 2,627 7,203 8,009: 2,215 1,409 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 721: 163 -193 779 -237 51 705 637: 16 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 44.1 13.0 48.7 27.9 76.5 85.0: 23.5 15.0 Old : 100.0: 14.7 44.1 13.0 48.7 27.9 76.5 85.0: 23.5 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 14 26 11 15 7 40 39: Old : 66: 14 26 11 15 7 40 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 30.4 47.5 45.0 36.5 30.4 43.7 43.0 Old : 37.1 30.4 47.5 45.0 36.5 30.4 43.7 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $200,000 FACE VALUE) : : : : All : 1,348,611: 422,744 324,483 28,774 783,042 849,117 1,234,560 1,202,374: 114,051 146,237 Old : 1,348,611: 422,744 324,483 28,774 783,042 849,117 1,234,560 1,202,374: 114,051 146,237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 39,602: -16,634 4,748 799 55,043 34,466 39,208 40,013: 394 -411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 24.1 2.1 58.1 63.0 91.5 89.2: 8.5 10.8 Old : 100.0: 31.3 24.1 2.1 58.1 63.0 91.5 89.2: 8.5 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 294: 54 68 29 101 131 170 214: Old : 294: 54 68 29 101 131 170 214: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 20.4 35.0 29.6 22.1 20.4 34.5 28.7 Old : 22.1 20.4 35.0 29.6 22.1 20.4 34.5 28.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 2,923,638: 480,400 447,902 75,086 2,064,961 1,938,170 2,620,447 2,461,158: 303,191 462,480 Old : 2,923,638: 480,400 447,902 75,086 2,064,961 1,938,170 2,620,447 2,461,158: 303,191 462,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 125,322: -11,116 22,028 19,551 106,268 72,547 114,703 114,126: 10,619 11,196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 15.3 2.6 70.6 66.3 89.6 84.2: 10.4 15.8 Old : 100.0: 16.4 15.3 2.6 70.6 66.3 89.6 84.2: 10.4 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 385: 60 103 52 150 179 249 295: Old : 385: 60 103 52 150 179 249 295: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 20.4 48.4 28.5 34.9 18.5 43.6 23.8 Old : 37.1 20.4 48.4 28.5 34.9 18.5 43.6 23.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 2,349,769: 435,992 563,763 73,921 1,566,123 1,333,827 2,076,036 1,971,511: 273,733 378,258 Old : 2,349,769: 435,992 563,763 73,921 1,566,123 1,333,827 2,076,036 1,971,511: 273,733 378,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 51,826: 20,270 -13,926 -2,096 15,216 31,733 33,390 15,711: 18,436 36,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 24.0 3.1 66.7 56.8 88.4 83.9: 11.6 16.1 Old : 100.0: 18.6 24.0 3.1 66.7 56.8 88.4 83.9: 11.6 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 286: 42 77 37 102 134 168 224: Old : 286: 42 77 37 102 134 168 224: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.3 14.5 40.9 23.5 25.8 14.5 35.1 20.6 Old : 28.3 14.5 40.9 23.5 25.8 14.5 35.1 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $5,000,000) : : : : All : 796,935: 51,490 138,554 136,090 589,681 475,050 777,261 749,694: 19,674 47,241 Old : 796,935: 51,490 138,554 136,090 589,681 475,050 777,261 749,694: 19,674 47,241 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : -106,397: 8,694 -43,912 -10,409 -102,436 -43,791 -104,151 -98,112: -2,246 -8,285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 17.4 17.1 74.0 59.6 97.5 94.1: 2.5 5.9 Old : 100.0: 6.5 17.4 17.1 74.0 59.6 97.5 94.1: 2.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 124: 21 37 32 51 63 85 120: Old : 124: 21 37 32 51 63 85 120: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 19.6 58.1 32.1 30.5 12.6 36.9 18.4 Old : 47.1 19.6 58.1 32.1 30.5 12.6 36.9 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($10 X DJIA INDEX) : : : : All : 48,166: 10,821 12,112 187 30,604 29,829 41,612 42,127: 6,555 6,040 Old : 48,166: 10,821 12,112 187 30,604 29,829 41,612 42,127: 6,555 6,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 1,909: 1,050 -715 -377 1,267 2,923 1,940 1,832: -32 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 25.1 0.4 63.5 61.9 86.4 87.5: 13.6 12.5 Old : 100.0: 22.5 25.1 0.4 63.5 61.9 86.4 87.5: 13.6 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 23 18 3 33 21 58 40: Old : 89: 23 18 3 33 21 58 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 43.3 42.8 59.2 29.4 43.1 42.8 59.0 Old : 29.4 43.3 42.8 59.2 29.4 43.1 42.8 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($5 X DJIA INDEX) : : : : All : 96,332: 21,642 24,223 373 61,208 59,657 83,223 84,253: 13,109 12,079 Old : 96,332: 21,642 24,223 373 61,208 59,657 83,223 84,253: 13,109 12,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 3,817: 2,099 -1,429 -753 2,534 5,846 3,880 3,664: -63 153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 25.1 0.4 63.5 61.9 86.4 87.5: 13.6 12.5 Old : 100.0: 22.5 25.1 0.4 63.5 61.9 86.4 87.5: 13.6 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 23 18 3 33 21 58 40: Old : 89: 23 18 3 33 21 58 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 43.3 42.8 59.2 29.4 43.1 42.8 59.0 Old : 29.4 43.3 42.8 59.2 29.4 43.1 42.8 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 20,647: 17,742 19,545 374 2,146 678 20,262 20,597: 385 50 Old : 20,647: 17,742 19,545 374 2,146 678 20,262 20,597: 385 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 553: 379 532 -4 165 0 540 528: 13 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 94.7 1.8 10.4 3.3 98.1 99.8: 1.9 0.2 Old : 100.0: 85.9 94.7 1.8 10.4 3.3 98.1 99.8: 1.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 19 12 2 2 1 21 15: Old : 33: 19 12 2 2 1 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 75.3 86.9 92.3 64.3 75.3 85.4 91.6 Old : 64.6 75.3 86.9 92.3 64.3 75.3 85.4 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 51,242: 39,292 28,548 21 11,844 22,594 51,157 51,163: 85 79 Old : 51,242: 39,292 28,548 21 11,844 22,594 51,157 51,163: 85 79 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 507: 394 1,006 0 122 -515 516 491: -9 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 55.7 0.0 23.1 44.1 99.8 99.8: 0.2 0.2 Old : 100.0: 76.7 55.7 0.0 23.1 44.1 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 7 19 1 4 17 11 37: Old : 47: 7 19 1 4 17 11 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 95.1 53.0 99.6 70.1 95.1 53.0 99.5 70.1 Old : 95.1 53.0 99.6 70.1 95.1 53.0 99.5 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 Commitments of Traders - Futures Only, August 04, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 35,660: 27,081 14,921 1,037 7,384 19,609 35,502 35,567: 158 93 Old : 35,660: 27,081 14,921 1,037 7,384 19,609 35,502 35,567: 158 93 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2015 : : 493: -548 56 140 872 270 464 466: 29 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 41.8 2.9 20.7 55.0 99.6 99.7: 0.4 0.3 Old : 100.0: 75.9 41.8 2.9 20.7 55.0 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 6 17 1 4 12 10 30: Old : 38: 6 17 1 4 12 10 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 94.9 68.7 99.1 81.6 92.0 68.7 94.5 81.1 Old : 94.9 68.7 99.1 81.6 92.0 68.7 94.5 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2015